Strange problem with images

Ever since I moved to a new server, I've had a few complaints from dial-up users that none of the images on my site are being cached in their browsers. As they go through the site, every single image is being downloaded again, even though the same images are used repeatedly. I haven't noticed this myself because I have broadband, but I'm inclined to believe them since my bandwidth usage is about 40% higher than on my old server.

They only thing these people have in common is that they're using IE 4 or higher. Their operating systems range from Win98/2000/ NT/XP to Mac OS 9 and X. One of them told me then when they check the size of an image in their browser, it shows as "-1 bytes".

I can't imagine what's causing this to happen. I thought it might be related to hotlink protection in Cpanel, but apparently it still happens even with it off. Any ideas?